This research aimed at proposing a statistical model for study and analysis of the most important variables that affect the financial performance of the Egyptian Arab Real Estate Bank, which may lead to financial failure.

The researcher uses a Cox regression model to choose the variables affecting the efficiency of financial performance of the Real Estate Banks in Egypt, in addition to estimating the average survival time.

Research results showed that the most important financial indicators affecting the occurrence of distress or financial failure in the Egyptian Arab Real Estate Bank are, respectively, rate of risky assets, employment rate of resource, rate of return on equity, earnings per share, employment rate of deposits, and capital adequacy ratio.